Files in ldhmm

Hidden Markov Model for Financial Time-Series Based on Lambda Distribution

NEWS.md

MD5

NAMESPACE

DESCRIPTION

R/ldhmm-viterbi.R R/ldhmm-numericOrNull-class.R R/ldhmm-log_forward.R R/ldhmm-mle.R R/ldhmm-n2w.R R/ldhmm-oxford_man_index_list.R R/ldhmm-ld_stats.R R/ldhmm-ts_log_rtn.R R/ldhmm-oxford_man_ts.R R/ldhmm-decoding.R R/ldhmm-mllk.R R/ldhmm-forecast_prob.R R/ldhmm-forecast_volatility.R R/ldhmm-oxford_man_plot_obs.R R/ldhmm-package.R R/ldhmm-class.R R/ldhmm-ts_abs_acf.R R/ldhmm-simulate_abs_acf.R R/ldhmm-read_sample_object.R R/ldhmm-w2n.R R/ldhmm-plot_spx_vix_obs.R R/ldhmm-conditional_prob.R R/ldhmm-sma.R R/ldhmm-fred_data.R R/ldhmm-state_pdf.R R/ldhmm-simulate_state_transition.R R/ldhmm-forecast_state.R R/ldhmm-decode_stats_history.R R/ldhmm-gamma_init.R R/ldhmm-calc_stats_from_obs.R R/ldhmm-constructor.R R/ldhmm-oxford_man_realized_data.R R/ldhmm-state_ld.R R/ldhmm-pseudo_residuals.R man/ldhmm.ld_stats.Rd man/ldhmm.viterbi.Rd man/ldhmm-class.Rd man/ldhmm.state_ld.Rd man/ldhmm.w2n.Rd man/ldhmm.calc_stats_from_obs.Rd man/ldhmm.mllk.Rd man/ldhmm.pseudo_residuals.Rd man/ldhmm.ts_abs_acf.Rd man/ldhmm.forecast_volatility.Rd man/ldhmm.decoding.Rd man/ldhmm.oxford_man_plot_obs.Rd man/numericOrNull-class.Rd man/ldhmm.read_sample_object.Rd man/ldhmm.oxford_man_realized_data.Rd man/ldhmm.decode_stats_history.Rd man/ldhmm-package.Rd man/ldhmm.forecast_state.Rd man/ldhmm.fred_data.Rd man/ldhmm.oxford_man_ts.Rd man/ldhmm.oxford_man_index_list.Rd man/ldhmm.Rd man/ldhmm.conditional_prob.Rd man/ldhmm.ts_log_rtn.Rd man/ldhmm.simulate_abs_acf.Rd man/ldhmm.simulate_state_transition.Rd man/ldhmm.plot_spx_vix_obs.Rd man/ldhmm.forecast_prob.Rd man/ldhmm.gamma_init.Rd man/ldhmm.n2w.Rd man/ldhmm.state_pdf.Rd man/ldhmm.mle.Rd man/ldhmm.sma.Rd man/ldhmm.log_forward.Rd tests/testthat.R tests/testthat/test-forecast-ldhmm.R tests/testthat/test-ldhmm.R

inst/doc

inst/extdata/spx-daily-m3p3.RData

inst/extdata/spx-daily-m2p3.RData

inst/extdata/spx_archive_7.csv.zip

inst/extdata/spx-daily-m5p3.RData

inst/extdata/spx-daily-m10p3.RData

inst/extdata/dji_archive_10.csv.zip

ldhmm documentation built on Jan. 11, 2020, 9:16 a.m.